Stationary semi-Markov models in risk and queueing theories

DOI10.1080/03461238.1982.10405268zbMath0513.60091OpenAlexW2135263565MaRDI QIDQ3658873

Jacques Janssen

Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405268

zbMATH Keywords

risk modelssemi-Markov theory

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (3)

The equivalence of the infinite time ruin problems for positive and negative risk models ⋮ Criterion of semi-Markov dependent risk model ⋮ Ruin probabilities and the compound Poisson-Markov chain

Cites Work

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• Stationarity aspects of the sparre andersen risk process and the corresponding ruin probabilitles
• A rule of thumb and its verification
• Time dependence of queues with semi-Markovian services
• Markov Renewal Processes with Finitely Many States
• The single server queue with Poisson input and semi-Markov service times

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